Exercise 6, § 1
Functions of a Real Variable, IV, 200
Bourbaki marks this one as harder than the rest.
a) Let ; if is Lipschitz on for a regulated function such that the integral converges, show that every integral of the equation is defined on all of .
b) If further the integral converges (for a certain point ), show that every integral of tends to a finite limit as tends to (first show that every integral is bounded as tends to ).
Solution
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